1- Create a basic level and a Level Sequence.
2- Open the Level Sequence and add an actor from the level as a track.
3- Select the actor in the Outliner and add any property as a keyframe by pressing the keyframe diamond of that property in the Details panel.
4- After this, undo the operation (Ctrl+Z). You will see that the actor becomes unselected. This isn’t an issue with a single actor, but it can be really inconvenient when multiple actors are selected.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-318973 in the post.